Probability Theory: Homework 1

Exercises, due Wed Sept 3. From Jacod and Protter, problems 2.6, 2.7, 2.10 and 2.14. 2.6 Let be a -algebra of subsets of and let . Show that is a -algebra of subsets of .  Is this still true if is a subset of that is not a member of ? 2.7  Let be aContinue reading “Probability Theory: Homework 1”